Fast interpolation and fourier transform in high-dimensional spaces
Research output: Contribution to book/Conference proceedings/Anthology/Report › Conference contribution › Contributed › peer-review
Contributors
Abstract
In scientific computing, the problem of finding an analytical representation of a given function (Formual Presented) is ubiquitous. The most practically relevant representations are polynomial interpolation and Fourier series. In this article, we address both problems in high-dimensional spaces. First, we propose a quadratic-time solution of the Multivariate Polynomial Interpolation Problem (PIP), i.e., the N(m, n) coefficients of a polynomial Q, with deg(Q)≤n,, uniquely fitting f on a determined set of generic nodes P⊆ℝm are computed in O(N(m, n)2) time requiring storage in O(mN(m, n)). Then, we formulate an algorithm for determining the N(m, n) Fourier coefficients with positive frequency of the Fourier series of f up to order n in the same amount of computational time and storage. Especially in high dimensions, this provides a fast Fourier interpolation, outperforming modern Fast Fourier Transform methods. We expect that these fast and scalable solutions of the polynomial and Fourier interpolation problems in high-dimensional spaces are going to influence modern computing techniques occurring in Big Data and Data Mining, Deep Learning, Image and Signal Analysis, Cryptography, and Non-linear Optimization.
Details
Original language | English |
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Title of host publication | Intelligent Computing |
Editors | Supriya Kapoor, Rahul Bhatia, Kohei Arai |
Publisher | Springer Verlag |
Pages | 53-75 |
Number of pages | 23 |
ISBN (print) | 9783030011765 |
Publication status | Published - 2018 |
Peer-reviewed | Yes |
Publication series
Series | Advances in intelligent systems and computing : AISC ; Vol.: 809 |
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Volume | 857 |
ISSN | 2194-5357 |
Conference
Title | Computing Conference, 2018 |
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Duration | 10 - 12 July 2018 |
City | London |
Country | United Kingdom |
External IDs
ORCID | /0000-0003-4414-4340/work/142252150 |
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Keywords
ASJC Scopus subject areas
Keywords
- (Multivariate) Polynomial interpolation, Big data, Data mining, Fast Fourier transform, Gradient descent, Integration of multivariate functions, Machine & deep learning, Newton-Raphson iteration, Optimization, Signal analysis